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The steam unit will be concealed by the built-in shower bench. Spread a rubber membrane (like the one used when fabricating a concrete shower pan) under the bench to act as an extra layer of waterproofing protection for the unit. Smooth the membrane over the bottom of the space and up the studs, then nail it to the studs.
Apply Teflon paste to a 2-1/2" nipple and thread it onto the drain valve on the steam unit. Tighten the connection with a pipe wrench. Apply Teflon paste to the other end and thread it into the auto-flush device.
The steam unit has several other brass fittings, including ones for the water supply and the steam outlet to the shower. These brass fittings need to be adapted to connect with copper water pipe. To do this, first cut a 6" "stub" of copper pipe for each of the fittings.
Clean off the stubs with emery cloth. Spread flux on the outside of the stubs and the inside of the appropriate copper fittings, then slide the fittings onto the stubs.
Solder the fittings to the stubs: With the fitting in place, use a soldering torch to heat the pipe. When the pipe is hot, apply solder to the seam. The heat and flux should suck the solder into the seam to seal the joint. Be sure to solder all the way around the seam, then drop the piece into a bucket of water to cool off. Repeat this process to solder a fitting to a stub for each of the steam unit fittings.
Apply Teflon paste to the threaded copper fittings and attach them to the steam unit, tightening with an adjustable wrench. Place the steam unit under the shower bench.
Cut the pipe, and solder the pipe and fittings to make the rest of the plumbing connections for the unit. Make sure to follow the manufacturer's instructions during all parts of the installation.
If making all the final plumbing connections, be sure to turn off the household water supply before opening up the capped water supply pipe. Turn on several faucets throughout the house after turning off the water to drain the pipes before removing the pipe cap and tying into the household water system.
Note: A professional plumber roughed in the plumbing connections for the steam unit, and an electrician wired a dedicated circuit to power it. Don't hesitate to call in a pro if you're not confident of your skills with the plumbing work -- it never hurts to have an expert check it over.